Sparse reduced-rank regression for multivariate varying-coefficient models
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Cites work
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- Functional-Coefficient Autoregressive Models
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 477682 (Why is no real title available?)
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- Incremental proximal methods for large scale convex optimization
- Local rank inference for varying coefficient models
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
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- On uniform approximation by splines
- Reduced-rank regression for the multivariate linear model
- Robust nonparametric statistical methods
- Robust reduced-rank modeling via rank regression
- Simultaneous analysis of Lasso and Dantzig selector
- Statistical estimation in varying coefficient models
- The Adaptive Lasso and Its Oracle Properties
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variable selection for high-dimensional generalized varying-coefficient models
- Variable selection in high-dimensional varying-coefficient models with global optimality
- Variable selection in semiparametric regression modeling
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
Cited in
(8)- Signal extraction approach for sparse multivariate response regression
- Multivariate response regression with low-rank and generalized sparsity
- Sparse reduced-rank regression with covariance estimation
- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors
- On Cross-Validation for Sparse Reduced Rank Regression
- scientific article; zbMATH DE number 7506682 (Why is no real title available?)
- Sparse regression for low-dimensional time-dynamic varying coefficient models with application to air quality data
- Rank regression estimation for dynamic single index varying coefficient models
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